*Tip*
Master Map Awareness: Shen needs to know who is where, doing what, at all times. For 1. Assist Ganks. 2. Saves
Clairvoyance is good for Shen to have. TT in particular he can dominate with Map awareness and control.
Fortify to save turrets.

*Item build*

Depends on who you are supporting and playing against.

Shen should start with DBlade and health pot. Why? For FB(first blood) mainly for TT. DBlade adds health, life steal, and damage. Thus, helping his passive. (better than if you got a health crystal, yup i did the math)

Clairvoyance give early map control on suiting you and your allys with know which lane to take. In SR you can see what items they build and what direction they go to if you time it right.

Warmog's Armor
More health more tanky you become. Helps his passive as well.

Leviathan
More health more tanky you become. Helps his passive as well.

Aegis of the Legion
Helps allies and makes minions buffed up.

Force of Nature
Insane health regeneration, mgk resist

Ninja Tabi/Merk Threads

Ninja Tabi when you are against primarily melee.
Merk if you are up against with lots of stunners, poisoners ect..

Thornmail
Depends again who you are versing, yes sometimes no.

*Masteries*
Well they are self explanatory, Regen,Resistance, Defence, Dodge....